Non-stationary stochastic embedding for transfer function estimation (Q5953540)
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scientific article; zbMATH DE number 1695131
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-stationary stochastic embedding for transfer function estimation |
scientific article; zbMATH DE number 1695131 |
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Non-stationary stochastic embedding for transfer function estimation (English)
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1 August 2002
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The paper uses stochastic embedding, in which both noise and undermodelling errors are treated as stochastic processes. Undermodelling is represented as a multiplicative error characterized by random walk processes in the frequency domain. Simulations and experimental examples are given to illustrate the proposed framework.
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system identification
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stochastic modelling
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stochastic embedding
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undermodelling errors
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multiplicative error
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random walk
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frequency domain
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